$660 Million is the total value of Mount Lucas Management LP's 109 reported holdings in Q2 2018. The portfolio turnover from Q1 2018 to Q2 2018 was 37.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $224,835,000 | +111.8% | 2,696,836 | +112.3% | 34.06% | +99.5% |
| M | Sell | MACY'S INC | $28,089,000 | +23.0% | 750,433 | -2.3% | 4.26% | +15.9% |
| KSS | Sell | KOHLS CORP | $25,155,000 | +9.4% | 345,062 | -1.7% | 3.81% | +3.1% |
| F | Sell | FORD MOTOR CO | $18,298,000 | -0.9% | 1,652,907 | -0.8% | 2.77% | -6.6% |
| EWJ | Buy | ISHARES MSCI JAPAN ETFetp | $14,663,000 | -4.2% | 253,210 | +0.3% | 2.22% | -9.8% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $13,143,000 | -20.3% | 120,248 | -26.2% | 1.99% | -25.0% |
| XLRE | New | REAL ESTATE SELECT SECT SPDRetp | $12,994,000 | – | 397,242 | +100.0% | 1.97% | – |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $12,895,000 | -20.7% | 154,507 | -22.7% | 1.95% | -25.3% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $12,722,000 | -20.1% | 219,088 | -21.6% | 1.93% | -24.8% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $12,653,000 | -22.2% | 182,129 | -26.8% | 1.92% | -26.7% |
| ANDV | Sell | ANDEAVOR | $12,620,000 | +27.8% | 96,200 | -2.0% | 1.91% | +20.3% |
| XL | Sell | XL GROUP LTD | $11,905,000 | -0.8% | 212,778 | -2.1% | 1.80% | -6.6% |
| VLO | Sell | VALERO ENERGY CORP | $11,762,000 | +17.4% | 106,123 | -1.8% | 1.78% | +10.5% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $11,735,000 | -28.6% | 163,828 | -26.0% | 1.78% | -32.8% |
| BBY | Sell | BEST BUY CO INC | $11,737,000 | +4.7% | 157,378 | -1.8% | 1.78% | -1.4% |
| LUMN | Buy | CENTURYLINK INC | $11,525,000 | +14.7% | 618,277 | +1.1% | 1.75% | +8.0% |
| PSX | Sell | PHILLIPS 66 | $11,444,000 | +15.8% | 101,893 | -1.1% | 1.73% | +9.1% |
| GPS | Sell | GAP INC/THE | $9,884,000 | +2.1% | 305,163 | -1.7% | 1.50% | -3.9% |
| MPC | Sell | MARATHON PETROLEUM CORP | $9,417,000 | -5.8% | 134,231 | -1.9% | 1.43% | -11.3% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $8,911,000 | -10.5% | 95,297 | -0.9% | 1.35% | -15.7% |
| WRK | Sell | WESTROCK CO | $8,770,000 | -12.1% | 153,806 | -1.0% | 1.33% | -17.1% |
| RE | Sell | EVEREST RE GROUP LTD | $8,572,000 | -12.0% | 37,195 | -1.9% | 1.30% | -17.0% |
| NAVI | Sell | NAVIENT CORP | $8,004,000 | -2.0% | 614,260 | -1.3% | 1.21% | -7.7% |
| REM | New | ISHARES MORTGAGE REAL ESTATEetp | $7,556,000 | – | 173,907 | +100.0% | 1.14% | – |
| BKLN | New | INVESCO SENIOR LOAN ETFetp | $7,439,000 | – | 324,844 | +100.0% | 1.13% | – |
| CWB | Sell | SPDR BBG BARC CONVERTIBLEetp | $7,417,000 | -4.2% | 139,896 | -6.7% | 1.12% | -9.8% |
| LNC | Sell | LINCOLN NATIONAL CORP | $7,248,000 | -16.5% | 116,428 | -2.0% | 1.10% | -21.3% |
| UNM | Sell | UNUM GROUP | $6,249,000 | -23.8% | 168,943 | -1.9% | 0.95% | -28.2% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $5,245,000 | -1.2% | 63,160 | -1.8% | 0.80% | -6.9% |
| PBP | New | INVESCO S&P 500 BUYWRITE ETFetp | $5,239,000 | – | 242,203 | +100.0% | 0.79% | – |
| PGR | Sell | PROGRESSIVE CORP | $5,004,000 | -5.1% | 84,591 | -2.3% | 0.76% | -10.6% |
| SHYG | Sell | ISHARES 0-5 YR HY CORP BONDetp | $4,958,000 | -4.2% | 106,359 | -3.9% | 0.75% | -9.8% |
| EWU | Sell | ISHARES MSCI UNITED KINGDOMetp | $4,944,000 | -4.0% | 142,151 | -4.1% | 0.75% | -9.5% |
| HYG | Buy | ISHARES IBOXX HIGH YLD CORPetp | $4,944,000 | +188.1% | 58,112 | +190.1% | 0.75% | +171.4% |
| ROP | Sell | ROPER TECHNOLOGIES INC | $4,744,000 | -3.8% | 17,196 | -2.1% | 0.72% | -9.3% |
| PFF | Buy | ISHARES US PREFERRED STOCK Eetp | $3,767,000 | +308.1% | 99,898 | +306.5% | 0.57% | +285.8% |
| USO | Sell | UNITED STATES OIL FUND LPetp | $3,337,000 | +2.3% | 221,557 | -11.1% | 0.51% | -3.6% |
| VNQ | New | VANGUARD REAL ESTATE ETFetp | $3,110,000 | – | 38,184 | +100.0% | 0.47% | – |
| UGA | Sell | UNITED STATES GAS FUND LPetp | $3,000,000 | -6.9% | 86,942 | -12.9% | 0.46% | -12.2% |
| UHN | Sell | UNITED STATES DIESEL-HEATINGetp | $2,998,000 | -8.7% | 143,025 | -16.6% | 0.45% | -14.0% |
| MA | Sell | MASTERCARD INC - A | $2,893,000 | +9.4% | 14,723 | -2.4% | 0.44% | +3.1% |
| VRSN | Sell | VERISIGN INC | $2,829,000 | +13.7% | 20,587 | -1.9% | 0.43% | +7.2% |
| EPU | Sell | ISHARES MSCI PERU ETFetp | $2,808,000 | -43.6% | 71,540 | -38.8% | 0.42% | -46.9% |
| BA | Sell | BOEING CO/THE | $2,759,000 | +0.1% | 8,224 | -2.2% | 0.42% | -5.6% |
| V | Sell | VISA INC-CLASS A SHARES | $2,731,000 | +8.7% | 20,621 | -1.8% | 0.41% | +2.5% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $2,635,000 | +12.0% | 10,740 | -2.3% | 0.40% | +5.6% |
| EWQ | Sell | ISHARES MSCI FRANCE ETFetp | $2,613,000 | -48.8% | 85,613 | -47.3% | 0.40% | -51.7% |
| VNQI | Sell | VANGUARD GLBL EX-US REAL ESTetp | $2,597,000 | -34.7% | 44,716 | -31.5% | 0.39% | -38.6% |
| MCO | Sell | MOODY'S CORP | $2,591,000 | +3.9% | 15,191 | -1.7% | 0.39% | -2.0% |
| VRSK | Sell | VERISK ANALYTICS INC | $2,561,000 | +1.5% | 23,788 | -1.9% | 0.39% | -4.4% |
| STZ | Sell | CONSTELLATION BRANDS INC-A | $2,430,000 | -5.5% | 11,101 | -1.6% | 0.37% | -11.1% |
| AME | Sell | AMETEK INC | $2,328,000 | -6.7% | 32,261 | -1.8% | 0.35% | -12.0% |
| HRS | Sell | HARRIS CORP | $2,318,000 | -12.4% | 16,037 | -2.2% | 0.35% | -17.6% |
| YUM | Sell | YUM! BRANDS INC | $2,263,000 | -9.5% | 28,926 | -1.6% | 0.34% | -14.7% |
| RSG | Sell | REPUBLIC SERVICES INC | $2,191,000 | +1.5% | 32,049 | -1.6% | 0.33% | -4.3% |
| APH | Sell | AMPHENOL CORP-CL A | $2,190,000 | -1.3% | 25,133 | -2.4% | 0.33% | -7.0% |
| XYL | Sell | XYLEM INC | $2,142,000 | -13.8% | 31,778 | -1.6% | 0.32% | -18.8% |
| ALL | Sell | ALLSTATE CORP | $2,116,000 | -5.8% | 23,192 | -2.1% | 0.32% | -11.1% |
| MCD | Sell | MCDONALD'S CORP | $2,084,000 | -1.9% | 13,300 | -2.1% | 0.32% | -7.6% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $1,694,000 | -67.2% | 55,515 | -65.6% | 0.26% | -69.0% |
| XLE | Buy | ENERGY SELECT SECTOR SPDRetp | $1,430,000 | +81.7% | 18,837 | +61.3% | 0.22% | +70.9% |
| FLOT | Sell | ISHARES FLOATING RATE BOND Eetp | $1,384,000 | -3.4% | 27,136 | -3.5% | 0.21% | -8.7% |
| MUB | New | ISHARES NATIONAL MUNI BOND Eetp | $1,381,000 | – | 12,669 | +100.0% | 0.21% | – |
| AZO | New | AUTOZONE INC | $1,342,000 | – | 2,000 | +100.0% | 0.20% | – |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $1,109,000 | -77.4% | 25,817 | -75.1% | 0.17% | -78.7% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $1,000,000 | -29.9% | 37,609 | -27.3% | 0.15% | -33.6% |
| WEAT | New | TEUCRIUM WHEAT FUNDetp | $931,000 | – | 145,860 | +100.0% | 0.14% | – |
| TIP | New | ISHARES TIPS BOND ETFetp | $859,000 | – | 7,608 | +100.0% | 0.13% | – |
| EWM | Sell | ISHARES MSCI MALAYSIA ETFetp | $737,000 | -85.5% | 23,624 | -83.1% | 0.11% | -86.3% |
| THD | Sell | ISHARES MSCI THAILAND ETFetp | $673,000 | -86.2% | 8,178 | -83.2% | 0.10% | -87.0% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $674,000 | -86.9% | 18,713 | -86.0% | 0.10% | -87.6% |
| CPER | Sell | UNITED STATES COPPER INDEXetp | $411,000 | -84.7% | 21,943 | -84.3% | 0.06% | -85.6% |
| EWY | Sell | ISHARES MSCI SOUTH KOREA ETFetp | $214,000 | -95.8% | 3,167 | -95.3% | 0.03% | -96.1% |
| IGSB | New | ISHARES SHORT-TERM CORPORATEetp | $197,000 | – | 1,900 | +100.0% | 0.03% | – |
| RSX | Exit | VANECK VECTORS RUSSIA ETFetp | $0 | – | -45,408 | -100.0% | -0.17% | – |
| EWD | Exit | ISHARES MSCI SWEDEN ETFetp | $0 | – | -36,057 | -100.0% | -0.19% | – |
| WIP | Exit | SPDR CITI INTERNATIONAL GOVEetp | $0 | – | -24,508 | -100.0% | -0.24% | – |
| EWP | Exit | ISHARES MSCI SPAIN ETFetp | $0 | – | -52,117 | -100.0% | -0.27% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -73,467 | -100.0% | -0.32% | – |
| EPOL | Exit | ISHARES MSCI POLAND ETFetp | $0 | – | -79,951 | -100.0% | -0.32% | – |
| IPFF | Exit | ISHARES INTERNATIONAL PREFERetp | $0 | – | -130,641 | -100.0% | -0.38% | – |
| EPI | Exit | WISDOMTREE INDIA EARNINGSetp | $0 | – | -95,639 | -100.0% | -0.40% | – |
| EWL | Exit | ISHARES MSCI SWITZERLAND ETFetp | $0 | – | -77,051 | -100.0% | -0.43% | – |
| SOYB | Exit | TEUCRIUM SOYBEAN FUNDetp | $0 | – | -161,194 | -100.0% | -0.49% | – |
| GLD | Exit | SPDR GOLD SHARESetp | $0 | – | -24,656 | -100.0% | -0.50% | – |
| TUR | Exit | ISHARES MSCI TURKEY ETFetp | $0 | – | -78,543 | -100.0% | -0.54% | – |
| EWG | Exit | ISHARES MSCI GERMANY ETFetp | $0 | – | -113,141 | -100.0% | -0.58% | – |
| GREK | Exit | GLOBAL X MSCI GREECE ETFetp | $0 | – | -432,485 | -100.0% | -0.68% | – |
| DWX | Exit | SPDR S&P INTER DVD ETFetp | $0 | – | -110,495 | -100.0% | -0.71% | – |
| EZA | Exit | ISHARES MSCI SOUTH AFRICA ETetp | $0 | – | -68,724 | -100.0% | -0.76% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -107,831 | -100.0% | -0.78% | – |
| ECH | Exit | ISHARES MSCI CHILE ETFetp | $0 | – | -91,308 | -100.0% | -0.78% | – |
| PBP | Exit | POWERSHARES S&P 500 BUYWRITEetp | $0 | – | -232,922 | -100.0% | -0.79% | – |
| GHYG | Exit | ISHARES US&INTL HIGH YIELD Cetp | $0 | – | -102,942 | -100.0% | -0.83% | – |
| EWO | Exit | ISHARES MSCI AUSTRIA ETFetp | $0 | – | -203,838 | -100.0% | -0.83% | – |
| EWI | Exit | ISHARES MSCI ITALY ETFetp | $0 | – | -161,991 | -100.0% | -0.84% | – |
| BKLN | Exit | POWERSHARES SENIOR LOANetp | $0 | – | -336,545 | -100.0% | -1.25% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-08-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ISHARES 1-3 YEAR TREASURY BO | 38 | Q3 2023 | 62.7% |
| VALERO ENERGY CORP | 34 | Q3 2023 | 4.5% |
| TECHNOLOGY SELECT SECT SPDR | 34 | Q4 2021 | 4.6% |
| CONSUMER DISCRETIONARY SELT | 34 | Q4 2021 | 3.5% |
| CONSUMER STAPLES SPDR | 33 | Q4 2022 | 3.2% |
| HEALTH CARE SELECT SECTOR | 33 | Q4 2022 | 3.3% |
| UTILITIES SELECT SECTOR SPDR | 32 | Q4 2022 | 4.5% |
| INDUSTRIAL SELECT SECT SPDR | 32 | Q4 2022 | 3.2% |
| MATERIALS SELECT SECTOR SPDR | 31 | Q4 2022 | 3.4% |
| FINANCIAL SELECT SECTOR SPDR | 29 | Q1 2022 | 2.6% |
View Mount Lucas Management LP's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPDR SERIES TRUST | August 12, 2010 | 1,534,467 | 4.9% |
| PowerShares DB US Dollar Index Bullish Fund | April 13, 2010 | 2,807,228 | 4.2% |
View Mount Lucas Management LP's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-07 |
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-14 |
| 13F-HR/A | 2022-11-14 |
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-10 |
| 13F-HR | 2022-05-12 |
| 13F-HR | 2022-02-14 |
View Mount Lucas Management LP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.